CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-Mar-2023
Day Change Summary
Previous Current
21-Mar-2023 22-Mar-2023 Change Change % Previous Week
Open 0.6718 0.6731 0.0013 0.2% 0.6671
High 0.6728 0.6797 0.0069 1.0% 0.6784
Low 0.6711 0.6719 0.0008 0.1% 0.6640
Close 0.6711 0.6773 0.0062 0.9% 0.6754
Range 0.0017 0.0078 0.0061 358.8% 0.0144
ATR 0.0063 0.0064 0.0002 2.7% 0.0000
Volume 172 153 -19 -11.0% 1,464
Daily Pivots for day following 22-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6997 0.6963 0.6816
R3 0.6919 0.6885 0.6794
R2 0.6841 0.6841 0.6787
R1 0.6807 0.6807 0.6780 0.6824
PP 0.6763 0.6763 0.6763 0.6772
S1 0.6729 0.6729 0.6766 0.6746
S2 0.6685 0.6685 0.6759
S3 0.6607 0.6651 0.6752
S4 0.6529 0.6573 0.6730
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7156 0.7098 0.6832
R3 0.7013 0.6955 0.6793
R2 0.6869 0.6869 0.6780
R1 0.6811 0.6811 0.6767 0.6840
PP 0.6726 0.6726 0.6726 0.6740
S1 0.6668 0.6668 0.6740 0.6697
S2 0.6582 0.6582 0.6727
S3 0.6439 0.6524 0.6714
S4 0.6295 0.6381 0.6675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6797 0.6690 0.0108 1.6% 0.0037 0.6% 78% True False 240
10 0.6797 0.6604 0.0193 2.8% 0.0058 0.9% 88% True False 231
20 0.6869 0.6604 0.0265 3.9% 0.0047 0.7% 64% False False 139
40 0.7205 0.6604 0.0601 8.9% 0.0051 0.8% 28% False False 72
60 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 28% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7129
2.618 0.7001
1.618 0.6923
1.000 0.6875
0.618 0.6845
HIGH 0.6797
0.618 0.6767
0.500 0.6758
0.382 0.6749
LOW 0.6719
0.618 0.6671
1.000 0.6641
1.618 0.6593
2.618 0.6515
4.250 0.6388
Fisher Pivots for day following 22-Mar-2023
Pivot 1 day 3 day
R1 0.6768 0.6767
PP 0.6763 0.6760
S1 0.6758 0.6754

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These figures are updated between 7pm and 10pm EST after a trading day.

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